On the Gerber-Shiu discounted penalty function in a risk model with delayed claims (Q457313): Difference between revisions

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+Single-server queue with Markov-dependent inter-arrival and service times
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+On the discounted penalty function in a Markov-dependent risk model
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+On the time to ruin for Erlang(2) risk processes.
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+Normal rank
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+The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
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+On the Time Value of Ruin
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+Normal rank
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+On ruin for the Erlang \((n)\) risk process
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+On the expected discounted penalty functions for two classes of risk processes
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+Analysis of a defective renewal equation arising in ruin theory
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+The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
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+Large deviations for risk models in which each main claim induces a delayed claim
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+Q5331504
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+Q4230625
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+On the discounted distribution functions of the surplus process perturbed by diffusion.
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+Ruin probabilities allowing for delay in claims settlement
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+The compound binomial risk model with time-correlated claims
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+Expected present value of total dividends in a delayed claims risk model under stochastic interest rates
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+On the expected discounted penalty function for the compound Poisson risk model with delayed claims
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+Ruin probabilities for time-correlated claims in the compound binomial model.
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+On Ultimate Ruin in a Delayed-Claims Risk Model
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